+1,289.4%
CAT vs FANG
+1,370.4%
-81.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +2.2% |
| 7D | +1.7% | +0.8% | +0.9% | +1.5% |
| 30D | -6.6% | +7.6% | -14.2% | -8.5% |
| 3M | -13.3% | -1.3% | -12.0% | -13.5% |
| 6M | +11.6% | +14.7% | -3.0% | +6.2% |
| YTD | +42.9% | +34.8% | +8.2% | +29.8% |
| 1Y | +95.4% | +42.9% | +52.5% | +73.9% |
| 3Y | +196.6% | +43.8% | +152.8% | +159.7% |
| 5Y | +321.7% | +225.8% | +95.8% | +192.4% |
| 10Y | +1,140.8% | +171.9% | +968.9% | +673.7% |
| All | +1,289.4% | +1,370.4% | -81.1% | +508.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling